BNP Paribas Put 150 FI 20.12.2024
/ DE000PC1JRT1
BNP Paribas Put 150 FI 20.12.2024/ DE000PC1JRT1 /
| 2024-06-05 9:50:32 PM |
Chg.-0.040 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-4.88% |
0.770
Bid Size: 3,897 |
0.780
Ask Size: 3,847 |
Fiserv |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
PC1JRT |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.18 |
| Time value: |
0.66 |
| Break-even: |
129.45 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-7.31 |
| Rho: |
-0.38 |
Quote data
| Open: |
0.810 |
| High: |
0.820 |
| Low: |
0.760 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-8.24% |
| 3 Months |
|
|
-15.22% |
| YTD |
|
|
-53.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.820 |
| 1M High / 1M Low: |
0.860 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-03 |
1.810 |
| Low (YTD): |
2024-03-28 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
